Description
Credit Risk Analyst - Stress Testing, Investment Banking
For this Investment Banking giant we are looking for a Stress Testing Risk Analyst with a broad understanding of stress testing across different areas (Market Risk, Credit Risk and Counterparty Credit Risk) and with previous Investment Banking experience in managing stress tests.
Main Duties
Be responsible for co-ordinating and delivering IB Risk's results for up-coming regulatory stress tests (EBA and PRA).
Engage with stakeholders across multiple business areas including Risk, Finance and Treasury to ensure full communication of methodologies and assumptions required to calculate stress P&L and Balance Sheet across the stress horizon.
Co-ordinate across different teams within Risk to ensure:
- Full end to end delivery of results across IB Risk (P&L and Balance Sheet).
- Robustness of assumptions required to run the stress tests
- Adherence to alternative methodologies
- timely delivery of results
- aggregation of Risk results and upstream delivery to Group Risk
- appropriate level of challenge and review with senior management.
Person Requirements
- Graduate, preferably in a quantitative subject eg Mathematics, Finance, Economics or IT.
- Proven experience in at least one specialist area (eg Counterparty Credit Risk management, Regulatory Finance, Treasury, Finance)
- Experience and awareness of risk management techniques and methodologies.
- Ability to work under pressure and stick to tight deadlines.
- Self starter, with proven maturity and confidence to engage with diverse audiences to find solutions to complex problems.
- Good communication skills, confident of presenting to senior stakeholders
- FDSF experience would be a bonus